Pages that link to "Item:Q1825561"

The following pages link to A general theory for jackknife variance estimation (Q1825561):

Displaying 39 items.

• Jackknife Estimator for Tracking Error Variance of Optimal Portfolios (Q3117837) (← links)
• Vertically Weighted Averages in Hilbert Spaces and Applications to Imaging: Fixed-Sample Asymptotics and Efficient Sequential Two-Stage Estimation (Q3194548) (← links)
• Variance estimation for the jackknife using von Mises expansions (Q3316385) (← links)
• Consistency of jackknife variance estimators jun (Q3353975) (← links)
• Invalidity of the bootstrap and the <i>m</i> out of <i>n</i> bootstrap for confidence interval endpoints defined by moment inequalities (Q3406058) (← links)
• Consistency of jackknife estimators of the variances of simple quantiles (Q3473018) (← links)
• On using the jackknife to estimate quantile variance (Q3481063) (← links)
• Jackknifing <i>R</i>-estimators (Q3817455) (← links)
• Whither delete-k jackknifing for smooth statistical functionals? (Q3976278) (← links)
• Location of outliers in multiple regression using resampled values (Q4017562) (← links)
• (Q4287455) (← links)
• Developments in sample survey theory: An appraisal (Q4344831) (← links)
• Higher order comparisons of jackknife variance estimators (Q4349874) (← links)
• Strong consistency of the jackknife estimate of variance and covariance for Koziol-Green integrals (Q4521568) (← links)
• Subsampling, symmetrization, and robust interpolation (Q4541743) (← links)
• Tail-weighted dependence measures with limit being the tail dependence coefficient (Q4643622) (← links)
• Estimates of Regression Coefficients Based on the Sign Covariance Matrix (Q4665893) (← links)
• A Jackknife Variance Estimator for Unequal Probability Sampling (Q4673567) (← links)
• Invited Discussion Paper Resampling Methods in Sample Surveys (Q4878153) (← links)
• Generalized Jackknife-Based Estimators for Univariate Extreme-Value Modeling (Q4929184) (← links)
• Distribution-free test for symmetry based on Bonferroni's measure (Q4935532) (← links)
• High-confidence nonparametric fixed-width uncertainty intervals and applications to projected high-dimensional data and common mean estimation (Q4987193) (← links)
• Estimation of erroneous enumerations in the census (Q5035660) (← links)
• Jackknife resample method for precision estimation of weighted total least squares (Q5082607) (← links)
• Inference for Quantiles of a Finite Population: Asymptotic versus Resampling Results (Q5251494) (← links)
• Comment (Q5406354) (← links)
• Survey estimation of domain means that respect natural orderings (Q5507367) (← links)
• Semiparametric Fractional Imputation Using Gaussian Mixture Models for Handling Multivariate Missing Data (Q5885091) (← links)
• The impact of bootstrap methods on time series analysis (Q5965021) (← links)
• Semiparametric modelling and estimation of covariate‐adjusted dependence between bivariate recurrent events (Q6047761) (← links)
• Optimal subsampling for large‐sample quantile regression with massive data (Q6059454) (← links)
• Distribution‐free Approximate Methods for Constructing Confidence Intervals for Quantiles (Q6064340) (← links)
• Simplified Jackknife Variance Estimates for Fuzzy Measures of Multidimensional Poverty (Q6086549) (← links)
• (Q6141220) (← links)
• General jackknife empirical likelihood and its applications (Q6172934) (← links)
• Accurate bias estimation with applications to focused model selection (Q6536931) (← links)
• Data fusion for predicting long-term program impacts (Q6618383) (← links)
• Standard errors and confidence intervals for variable importance in random forest regression, classification, and survival (Q6625659) (← links)
• An efficient variance estimator of AUC and its applications to binary classification (Q6629897) (← links)